-42.4%
FLUT vs TCOM
+26.8%
-69.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | +4.5% | +2.2% | +2.4% | +4.1% |
| 30D | +9.2% | +12.5% | -3.3% | +6.8% |
| 3M | -13.7% | -5.6% | -8.1% | -12.8% |
| 6M | -9.0% | -16.5% | +7.4% | -6.4% |
| YTD | -60.2% | -39.4% | -20.9% | -57.1% |
| 1Y | -63.1% | -41.0% | -22.2% | -60.1% |
| All | -42.4% | +26.8% | -69.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling